Luis Felipe de Souza Rodrigues

It’s a highly flexible estimation technique that can be applied in a variety of situations Luis Felipe de Souza Rodrigues · Follow Published in Towards Data Science · 7 min read · 23 hours ago — Photo by Shubham Dhage on Unsplash Hansen (1982) pioneered the introduction of the generalized method of moments (GMM), making notable contributions to empirical research in finance, particularly in asset pricing. The creation of the model was motivated by the